Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140251.3921 | -16523.7865 | 156775.1786 | 44732.8446 | -121698.1959 | 166431.0405 |
Total P&L (%) | 140.2514 | -16.5238 | 156.7752 | 44.7328 | -121.6982 | 166.431 |
Avg Daily Profit (%) | 0.1351 | -0.0159 | 0.1511 | 0.0356 | 0 | 0.0945 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93773 | -133494 | -16389 | -212507 | -249443 | -24448 |
Profit Factor | 1.6036 | 0.9172 | 5.7825 | 1.1221 | 0.6265 | 5.0944 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 74.6835 | 70 | 79.4872 | 74.6835 | 70 | 79.4872 |
Ratio Avg Win / Avg Loss | 0.5436 | 0.3931 | 1.4922 | 0.3804 | 0.2685 | 1.3147 |
Largest Winning Trade | 24376 | 20570 | 24376 | 34190 | 34190 | 29172 |
Largest Losing Trade | -67006 | -67006 | -15567 | -127603 | -127603 | -23268 |
Avg Bars in Trades | 74 | 95 | 53 | 74 | 95 | 53 |
Avg Bars in Winners | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Losers | 174 | 217 | 109 | 174 | 217 | 109 |
Bars Traded | 5917 | 3834 | 2083 | 5917 | 3834 | 2083 |
Profit Streak | 23.0606 | 23.0606 | 39.8939 | 23.0606 | 23.0606 | 39.8939 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38656 | -577119 | 713237 | -261318 | -577119 | -54745 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 127, "offset": 171 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 127, "offset": 171 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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